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Related Pages for OIL
[--[65.84.65.76]--]
OIL
Oil India Ltd
469.85 0.30 (0.06%)

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Historical option data for OIL

12 Dec 2024 10:14 AM IST
Ltp Ltp OI Open Interest (OI) Change OI Change Open Interest Volume Volume IV IV
OIL 26DEC2024 500 CE
Delta: 0.22
Vega: 0.27
Theta: -0.38
Gamma: 0.01
Date Close Ltp Change IV Volume Change OI OI
12 Dec 469.55 4.05 -0.85 36.49 163 54 628
11 Dec 469.55 4.9 -0.70 37.88 273 33 575
10 Dec 469.30 5.6 -0.55 39.20 518 -22 542
9 Dec 467.85 6.15 -1.80 39.77 366 70 564
6 Dec 474.90 7.95 -0.15 37.27 323 -36 495
5 Dec 473.75 8.1 -5.10 37.00 994 139 530
4 Dec 489.10 13.2 -1.60 36.12 899 151 391
3 Dec 490.30 14.8 2.70 35.49 919 -33 236
2 Dec 479.35 12.1 -2.70 39.99 939 212 267
29 Nov 490.60 14.8 33.59 79 55 55

For Oil India Ltd - strike price 500 expiring on 26DEC2024

Delta for 500 CE is 0.22

Historical price for 500 CE is as follows

On 12 Dec OIL was trading at 469.55. The strike last trading price was 4.05, which was -0.85 lower than the previous day. The implied volatity was 36.49, the open interest changed by 54 which increased total open position to 628


On 11 Dec OIL was trading at 469.55. The strike last trading price was 4.9, which was -0.70 lower than the previous day. The implied volatity was 37.88, the open interest changed by 33 which increased total open position to 575


On 10 Dec OIL was trading at 469.30. The strike last trading price was 5.6, which was -0.55 lower than the previous day. The implied volatity was 39.20, the open interest changed by -22 which decreased total open position to 542


On 9 Dec OIL was trading at 467.85. The strike last trading price was 6.15, which was -1.80 lower than the previous day. The implied volatity was 39.77, the open interest changed by 70 which increased total open position to 564


On 6 Dec OIL was trading at 474.90. The strike last trading price was 7.95, which was -0.15 lower than the previous day. The implied volatity was 37.27, the open interest changed by -36 which decreased total open position to 495


On 5 Dec OIL was trading at 473.75. The strike last trading price was 8.1, which was -5.10 lower than the previous day. The implied volatity was 37.00, the open interest changed by 139 which increased total open position to 530


On 4 Dec OIL was trading at 489.10. The strike last trading price was 13.2, which was -1.60 lower than the previous day. The implied volatity was 36.12, the open interest changed by 151 which increased total open position to 391


On 3 Dec OIL was trading at 490.30. The strike last trading price was 14.8, which was 2.70 higher than the previous day. The implied volatity was 35.49, the open interest changed by -33 which decreased total open position to 236


On 2 Dec OIL was trading at 479.35. The strike last trading price was 12.1, which was -2.70 lower than the previous day. The implied volatity was 39.99, the open interest changed by 212 which increased total open position to 267


On 29 Nov OIL was trading at 490.60. The strike last trading price was 14.8, which was lower than the previous day. The implied volatity was 33.59, the open interest changed by 55 which increased total open position to 55


OIL 26DEC2024 500 PE
Delta: 0.00
Vega: 0.00
Theta: 0.00
Gamma: 0.00
Date Close Ltp Change IV Volume Change OI OI
12 Dec 469.55 33 0.00 0.00 0 0 0
11 Dec 469.55 33 -4.55 39.06 1 0 24
10 Dec 469.30 37.55 0.70 50.87 1 0 24
9 Dec 467.85 36.85 5.80 47.28 2 0 22
6 Dec 474.90 31.05 -2.35 38.49 1 0 21
5 Dec 473.75 33.4 10.40 42.77 40 5 21
4 Dec 489.10 23 1.40 37.40 52 -5 17
3 Dec 490.30 21.6 -4.65 37.52 31 10 19
2 Dec 479.35 26.25 5.55 30.86 5 1 9
29 Nov 490.60 20.7 32.04 12 5 5

For Oil India Ltd - strike price 500 expiring on 26DEC2024

Delta for 500 PE is 0.00

Historical price for 500 PE is as follows

On 12 Dec OIL was trading at 469.55. The strike last trading price was 33, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 0 which decreased total open position to 0


On 11 Dec OIL was trading at 469.55. The strike last trading price was 33, which was -4.55 lower than the previous day. The implied volatity was 39.06, the open interest changed by 0 which decreased total open position to 24


On 10 Dec OIL was trading at 469.30. The strike last trading price was 37.55, which was 0.70 higher than the previous day. The implied volatity was 50.87, the open interest changed by 0 which decreased total open position to 24


On 9 Dec OIL was trading at 467.85. The strike last trading price was 36.85, which was 5.80 higher than the previous day. The implied volatity was 47.28, the open interest changed by 0 which decreased total open position to 22


On 6 Dec OIL was trading at 474.90. The strike last trading price was 31.05, which was -2.35 lower than the previous day. The implied volatity was 38.49, the open interest changed by 0 which decreased total open position to 21


On 5 Dec OIL was trading at 473.75. The strike last trading price was 33.4, which was 10.40 higher than the previous day. The implied volatity was 42.77, the open interest changed by 5 which increased total open position to 21


On 4 Dec OIL was trading at 489.10. The strike last trading price was 23, which was 1.40 higher than the previous day. The implied volatity was 37.40, the open interest changed by -5 which decreased total open position to 17


On 3 Dec OIL was trading at 490.30. The strike last trading price was 21.6, which was -4.65 lower than the previous day. The implied volatity was 37.52, the open interest changed by 10 which increased total open position to 19


On 2 Dec OIL was trading at 479.35. The strike last trading price was 26.25, which was 5.55 higher than the previous day. The implied volatity was 30.86, the open interest changed by 1 which increased total open position to 9


On 29 Nov OIL was trading at 490.60. The strike last trading price was 20.7, which was lower than the previous day. The implied volatity was 32.04, the open interest changed by 5 which increased total open position to 5